Hi Eric,
It could be simply an error in how you are selecting the guitars... I say this since none of the guitars have overwhelming echo or delay, necessarily (a few do but they are all customizable to your liking... it's a synthesizer!) you can edit and change them if you wish. It could be that you are inheriting some effects from the Performance you are starting with.

Can you tell us a bit more information about what you are doing? For example, which Performance you are starting with when you begin your selection of sounds.

Here is something to try (it maybe helpful).
Let's start by recalling Performance #003 "XXX Rock"
Playing this Performance which has a Guitar called "Over the Top" (because it is very much over the top! It has tons of delay from the "Tempo Cross Delay" effect assigned as a (COMMON) SYSTEM Effect, and the multi efx "Compressor/Distortion/Delay" which is assigned as the (PART) INSERTION Effect.
Press the [SELECT] button turning Off the light
You'll see Part 1 is "GTR: 085: OverTheTop"

If you start with this Performance and substitute any sound for the Gtr, you will inherit the COMMON Effect which is the "Tempo Cross Delay"

Here's what's going on... the COMMON effects are those that all Parts of this Performance share. Each of the 16 Parts in a Performance has a SEND amount to the each of the 2 SYSTEM Effects... that is, the REVERB and the CHORUS. Think of the System Effects like those you would access from the band's mixer.

On a mixer you have two Auxiliary Sends, each Part has a Send amount. You can choose to send a little or a lot or nothing at all from any individual Part.
Think of the INSERT Effect as the Effect belonging to the individual player.

If this is the Performance that you want to begin building your own data from, please realize that the CHORUS TYPE = TempoCrossDelay. And the SEND to that effect is turned up... so substituting for this guitar will mean you inherit that Delay.

You can turn the Effect Send down before switching guitars, or you can select a different Common Effect Type for the CHORUS processor.

But just so you can see how each of the guitars sound normally (without inheriting effects) try building your Performance this way:

Press [SHIFT] + [SELECT] to do a Quick Reset
Change Part 1 to GTR, you do so by pressing the [GUITAR] button. There are 98 Guitar Voices.

The first Guitar is an Acoustic called "Classical". You can increment through the Guitar category by repeatedly hitting the [GUITAR] button, or by pressing the [Inc/Yes] button, or using the Data Dial. There are 24 different Acoustic Guitars

But say you want to advance to the Electric or Distortion Guitars, the MX has a shortcut that advances you forward to each Sub Category as follows:

[SHIFT] + [GUITAR] advances you to "Clean Electric" SubCategory starting at 025
[SHIFT] + [GUITAR] again jumps to 059 "Distortion Electric" which runs through 098

Because we RESET before picking our Guitar (pun intended) we did not inherit anything like when we started with XXX Rock.
You will notice that when you get #085: OverTheTop it has Delay because the INSERT Effect "Comp/Dist/Delay" is apart of that Voice.

Finding these Effects
Press [EDIT]
Select "01: Common"
-ENTER-
01 is "Chorus Eff"
02 is "Reverb Eff"

If you Press [EDIT] and select "02: Part"
Now you will be looking at the individual Part's own settings
If you select "01: Play Mode
-Enter-
You can use the Up/Down arrows to find the Chorus Send and the Reverb Send amounts

To navigate to the Part's Insert Effect...
Press [EDIT]
Select "02: Part"
-Enter-
Select 05: Voice Insert Effect
-Enter-

Use the [EXIT] button to back out of any of the Edit screens

Hope that helps.